| Metric | 12256251:solusd:triple_med_gx:lsma90_140 | 12256251:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 159.85% | 76.94% |
| Max Drawdown | -35.6% | -93.44% |
| Sharpe | 0.54 | 0.33 |
| Sortino | 0.87 | 0.49 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.96 | 1.05 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | 1.57 | 1.0 |
| Outlier Win Ratio | 47.23 | 2.96 |
| Outlier Loss Ratio | 3.61 | 2.64 |
| Volatility (ann.) | 14.23% | 50.1% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.86 | 0.19 |
| Skew | 2.01 | 0.47 |
| Kurtosis | 38.91 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.19% | 1.31% |
| Expected Yearly % | 26.96% | 15.33% |
| Kelly Criterion | 7.56% | 8.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -4.27% |
| Expected Shortfall (cVaR) | -1.2% | -4.27% |
| Year | 12256251:SOLUSD | 12256251:solusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.15 | 60.71 | -0.67 | + |
| 2023 | 921.46 | 93.98 | 0.10 | - |
| 2024 | 85.41 | -20.81 | -0.24 | - |
| 2025 | 5.60 | 5.26 | 0.94 | - |
| Metric | 12256251:solusd:triple_med_gx:lsma90_140 | 12256251:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 6.23% | 26.39% |
| 6M | 17.76% | 38.87% |
| YTD | 5.26% | 5.6% |
| 1Y | -3.15% | 47.35% |
| 3Y (ann.) | 21.0% | 84.92% |
| 5Y (ann.) | 30.64% | 17.32% |
| Metric | 12256251:solusd:triple_med_gx:lsma90_140 | 12256251:SOLUSD |
|---|---|---|
| Max Drawdown | -35.6% | -93.44% |
| Longest DD Days | 592.0 | 703.0 |
| Avg. Drawdown | -6.12% | -14.41% |
| Avg. Drawdown Days | 46.0 | 56.0 |
| Recovery Factor | 4.49 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-18 | 2025-09-01 | -35.60 | 592 |
| 2022-03-02 | 2022-07-14 | -16.85 | 134 |
| 2023-05-06 | 2023-12-08 | -15.09 | 216 |
| 2022-09-06 | 2022-11-23 | -12.47 | 78 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-03-18 | 2023-04-11 | -8.64 | 23 |
| 2024-01-14 | 2024-01-17 | -6.85 | 2 |
| 2022-02-26 | 2022-02-28 | -5.68 | 2 |
| 2022-08-11 | 2022-08-12 | -4.74 | 1 |
| Metric | 12256251:solusd:triple_med_gx:lsma90_140 | 12256251:SOLUSD |
|---|---|---|
| Best Day | 8.9% | 30.09% |
| Worst Day | -7.69% | -26.94% |
| Best Week | 20.19% | 43.67% |
| Worst Week | -14.5% | -51.66% |
| Best Month | 20.19% | 140.02% |
| Worst Month | -12.78% | -56.44% |
| Best Year | 93.98% | 921.46% |
| Worst Year | -20.81% | -91.15% |
| Avg. Up Day | 1.68% | 1.69% |
| Avg. Down Day | -1.34% | -1.4% |
| Avg. Up Week | 6.77% | 11.67% |
| Avg. Down Week | -4.27% | -6.7% |
| Avg. Up Month | 7.53% | 36.14% |
| Avg. Down Month | -5.78% | -17.95% |
| Win Days % | 48.66% | 50.12% |
| Win Month % | 62.16% | 50.0% |
| Win Week % | 55.38% | 47.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |